+59.4%
LH vs RACE
+64.4%
-5.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.8% |
| 7D | +1.1% | -1.2% | +2.3% | +1.3% |
| 30D | +16.7% | +6.1% | +10.6% | +15.2% |
| 3M | +15.1% | -0.3% | +15.4% | +15.0% |
| 6M | +46.3% | +23.4% | +22.9% | +38.9% |
| YTD | +48.8% | +12.5% | +36.2% | +43.5% |
| 1Y | +39.7% | -0.5% | +40.2% | +38.8% |
| 3Y | +87.0% | +23.6% | +63.4% | +68.3% |
| All | +59.4% | +64.4% | -5.0% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RACE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling